Related: Tricks to Make Your Webpages Load Faster
A normal HTML web page may have ad scripts being served from Google Adsense servers, Flash video player from YouTube, images from Blogger Photos and so on.
You can view the list of objects either in load order or as a hierarchy. The hierarchy view allows you to see which objects are linked to in for example a CSS file. Objects that fail to load are highlighted in red.
See: Test the Speed and Performance of your Website